Trading Metrics calculated at close of trading on 08-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2021 |
08-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
7,076.5 |
7,084.5 |
8.0 |
0.1% |
7,042.0 |
High |
7,097.0 |
7,120.0 |
23.0 |
0.3% |
7,120.0 |
Low |
7,037.0 |
7,070.0 |
33.0 |
0.5% |
6,982.5 |
Close |
7,081.5 |
7,100.0 |
18.5 |
0.3% |
7,066.0 |
Range |
60.0 |
50.0 |
-10.0 |
-16.7% |
137.5 |
ATR |
84.7 |
82.2 |
-2.5 |
-2.9% |
0.0 |
Volume |
53,610 |
66,305 |
12,695 |
23.7% |
342,887 |
|
Daily Pivots for day following 08-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,246.5 |
7,223.5 |
7,127.5 |
|
R3 |
7,196.5 |
7,173.5 |
7,114.0 |
|
R2 |
7,146.5 |
7,146.5 |
7,109.0 |
|
R1 |
7,123.5 |
7,123.5 |
7,104.5 |
7,135.0 |
PP |
7,096.5 |
7,096.5 |
7,096.5 |
7,102.5 |
S1 |
7,073.5 |
7,073.5 |
7,095.5 |
7,085.0 |
S2 |
7,046.5 |
7,046.5 |
7,091.0 |
|
S3 |
6,996.5 |
7,023.5 |
7,086.0 |
|
S4 |
6,946.5 |
6,973.5 |
7,072.5 |
|
|
Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,468.5 |
7,405.0 |
7,141.5 |
|
R3 |
7,331.0 |
7,267.5 |
7,104.0 |
|
R2 |
7,193.5 |
7,193.5 |
7,091.0 |
|
R1 |
7,130.0 |
7,130.0 |
7,078.5 |
7,162.0 |
PP |
7,056.0 |
7,056.0 |
7,056.0 |
7,072.0 |
S1 |
6,992.5 |
6,992.5 |
7,053.5 |
7,024.0 |
S2 |
6,918.5 |
6,918.5 |
7,041.0 |
|
S3 |
6,781.0 |
6,855.0 |
7,028.0 |
|
S4 |
6,643.5 |
6,717.5 |
6,990.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,120.0 |
7,009.5 |
110.5 |
1.6% |
65.0 |
0.9% |
82% |
True |
False |
69,664 |
10 |
7,120.0 |
6,982.5 |
137.5 |
1.9% |
68.0 |
1.0% |
85% |
True |
False |
81,791 |
20 |
7,120.0 |
6,799.0 |
321.0 |
4.5% |
88.5 |
1.2% |
94% |
True |
False |
88,539 |
40 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
82.5 |
1.2% |
87% |
False |
False |
85,459 |
60 |
7,143.5 |
6,567.5 |
576.0 |
8.1% |
80.5 |
1.1% |
92% |
False |
False |
94,490 |
80 |
7,143.5 |
6,380.0 |
763.5 |
10.8% |
80.5 |
1.1% |
94% |
False |
False |
71,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,332.5 |
2.618 |
7,251.0 |
1.618 |
7,201.0 |
1.000 |
7,170.0 |
0.618 |
7,151.0 |
HIGH |
7,120.0 |
0.618 |
7,101.0 |
0.500 |
7,095.0 |
0.382 |
7,089.0 |
LOW |
7,070.0 |
0.618 |
7,039.0 |
1.000 |
7,020.0 |
1.618 |
6,989.0 |
2.618 |
6,939.0 |
4.250 |
6,857.5 |
|
|
Fisher Pivots for day following 08-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
7,098.5 |
7,092.5 |
PP |
7,096.5 |
7,085.5 |
S1 |
7,095.0 |
7,078.0 |
|